+70.3%
SE vs CL
+38.3%
+32.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | 0.0% |
| 7D | +2.0% | +1.3% | +0.7% | +2.1% |
| 30D | -20.0% | +11.4% | -31.4% | -19.4% |
| 3M | -31.8% | +4.4% | -36.2% | -31.6% |
| 6M | -15.9% | +10.8% | -26.7% | -15.2% |
| YTD | -40.6% | +25.1% | -65.8% | -38.8% |
| 1Y | -50.7% | +28.0% | -78.6% | -49.0% |
| 3Y | +70.3% | +37.6% | +32.7% | +109.7% |
| All | +70.3% | +38.3% | +32.0% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling